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Search Results: 1 - 10 of 598 matches for " MOLINARI "
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Risk Aggregation by Using Copulas in Internal Models  [PDF]
Tristan Nguyen, Robert Danilo Molinari
Journal of Mathematical Finance (JMF) , 2011, DOI: 10.4236/jmf.2011.13007
Abstract: According to the Solvency II directive the Solvency Capital Requirement (SCR) corresponds to the economic capital needed to limit the probability of ruin to 0.5%. This implies that (re-)insurance undertakings will have to identify their overall loss distributions. The standard approach of the mentioned Solvency II directive proposes the use of a correlation matrix for the aggregation of the single so-called risk modules respectively sub-modules. In our paper we will analyze the method of risk aggregation via the proposed application of correlations. We will find serious weaknesses, particularly concerning the recognition of extreme events, e. g. natural disasters, terrorist attacks etc. Even though the concept of copulas is not explicitly mentioned in the directive, there is still a possibility of applying it. It is clear that modeling dependencies with copulas would incur significant costs for smaller companies that might outbalance the resulting more precise picture of the risk situation of the insurer. However, incentives for those companies who use copulas, e. g. reduced solvency capital requirements compared to those who do not use it, could push the deployment of copulas in risk modeling in general.
The lynx in the Italian South-Eastern Alps
Paolo Molinari
Hystrix : the Italian Journal of Mammalogy , 1998, DOI: 10.4404/hystrix-10.1-4122
Abstract: From 1986 to May 1995 I collected records of signs of lynx presence in the region of Friuli Venezia Giulia. A series of regularly checked trail transects, explorative excursions, and the collection of second-hand observations led to a total of 150 records. They confirm lynx presence and allow an assessment of the situation. The first lynx are believed to have immigrated to the northern part of the study area from Austria. An increase and the distribution in the signs of presence show a south-westerly expansion. The trend in the Julian Alps and Pre-Alps is also increasing. Some interpretations of the status of this new population are made. The study area is in the far south-eastern Alps. This area is important as a corridor between the Alps and the Balkans, where a reintroduced lynx population exists which would be able to support the Alpine lynx population through dispersing lynx.
Il bicameralismo ben temperato
Ernesto Molinari
Scienza & Politica : per una Storia delle Dottrine , 2005, DOI: 10.6092/issn.1825-9618/2824
Abstract: Il bicameralismo ben temperato
Sinp 2012: i volti e i corpi
Tommaso Molinari
Brainfactor , 2012,
Abstract: Al congresso di Roma della Società Italiana di Neuropsicologia (Sinp 2012) si è parlato anche di volti e di corpi. Uno studio di A. Sedda e G. Bottini ha messo in luce il ruolo dell'insula nel Body Integrity Identity Disorder, mentre G. Mattavelli, M. Rosanova, C. Papagno e L.J. Romero Lauro hanno chiarito le connessioni del network fronto-temporo-occipitale nell'elaborazione dei volti.
Elliptical Galaxies in Cluster Cores: Luminosity Functions and Selection Procedures
Emilio Molinari
Physics , 1995,
Abstract: We present here the results about the determination of the Luminosity Function (LF) for elliptical galaxies in the core of fairly rich clusters as a function of redshift and try to compare with the known LF of close, better studied clusters of galaxies. We then outline the first use of a new method of selecting member elliptical galaxies using an unsupervised Artificial Neural Network (ANN) working on a purely photometric set of data.
Transfer matrices, non-Hermitian Hamiltonians and Resolvents: some spectral identities
Luca Molinari
Physics , 1998, DOI: 10.1088/0305-4470/31/42/014
Abstract: I consider the N-step transfer matrix T for a general block Hamiltonian, with eigenvalue equation L_n \psi_{n+1} + H_n \psi_n + L_{n-1}^\dagger \psi_{n-1} = E \psi_n where H_n and L_n are matrices, and provide its explicit representation in terms of blocks of the resolvent of the Hamiltonian matrix for the system of length N with boundary conditions \psi_0 =\psi_{N+1} =0. I then introduce the related Hamiltonian for the case \psi_0 = z^{-1} \psi_N and \psi_{N+1} = z \psi_1, and provide an exact relation between the trace of its resolvent and Tr(T-z)^{-1}, together with an identity of Thouless type connecting Tr(\log |T|) with the Hamiltonian eigenvalues for z=e^{i\phi}. The results are then extended to T^\dagger T by showing that it is itself a transfer matrix. Besides their own mathematical interest, the identities should be useful for an analytical approach in the study of spectral properties of a physically relevant class of transfer matrices. P.A.C.S.: 02.10.Sp (theory of matrices), 05.60 (theory of quantum transport), 71.23 (Anderson model), 72.17.Rn (Quantum localization)
Spectral duality and distribution of exponents for transfer matrices of block tridiagonal Hamiltonians
L. Molinari
Physics , 2002, DOI: 10.1088/0305-4470/36/14/311
Abstract: I consider a general block tridiagonal matrix and the corresponding transfer matrix. By allowing for a complex Bloch parameter in the boundary conditions, the two matrices are related by a spectral duality. As a consequence, I derive some analytic properties of the exponents of the transfer matrix in terms of the eigenvalues of the (non-Hermitian) block matrix. Some of them are the single-matrix analogue of results holding for Lyapunov exponents of an ensemble of block matrices, which occur in models of transport. The counting function of exponents is related to winding numbers of eigenvalues. I discuss some implications of duality on the distribution (real bands and complex arcs) and the dynamics of eigenvalues.
Celiac Disease Seen with the Eyes of the Principle Component Analysis and Analyse Des Données  [PDF]
Cleto Corposanto, Beba Molinari, Susanna Neuhold
Open Journal of Statistics (OJS) , 2015, DOI: 10.4236/ojs.2015.53023
Abstract: This paper aims to deepen the quality of life of people with celiac disease with a focus on compliance to the diet through Principle Component Analysis and Analyse des Données. In particular, we will try to understand whether these analyzes are also applicable in the context of research web2.0 carried out with web-survey.
Utiliza??o do adesivo fibrínico em LASIK
Molinari, Hamleto;Muranaka, Claudio;
Arquivos Brasileiros de Oftalmologia , 2001, DOI: 10.1590/S0004-27492001000300009
Abstract: purpose: to evaluate the use of fibrinogen adhesive in lasik for minimization of flap complications. method: lasik was performed in 312 patients (624 eyes). both eyes were operated on the same day, one eye with the conventional technique and the other with adhesive application. results: a significant decrease of flap complications was shown. conclusion: the use of fibrinogen adhesive showed to be efficient in the decrease of flap complications. comments: this technique seems to be useful in lasik following radial keratotomy and astigmatism keratotomy, in gluing free cap, and in interface hemostasis.
Dismorfia muscular, imagen corporal y conductas alimentarias en dos poblaciones masculinas
Revista médica de Chile , 2010, DOI: 10.4067/S0034-98872010001200007
Abstract: background: muscle dysmorphia or vigorexia is a disorder in which a person becomes obsessed with the idea that he or she is not muscular enough. aim: to assess physical exercise, eating behaviors and the presence of muscle dysmorphia among weightlifters and medical students. subjects and methods: cross sectional evaluation of 88 male weightlifters aged 27 ± 7 years and 84 male medical students aged 22 ± 1 year was made. eating behaviors were evaluated using the eating attitudes test (eat-40) and the eating disorders inventory (edi). the perception of body image was assessed using the graduate hannover scale (ghs). results: prevalence of muscle dysmorphia among weightlifters was 13.6%. both groups did not differ in body dissatisfaction. interest in appearance among weightlifters was significantly higher than in students and ranged significantly higher in eat-40 and edi (p < 0.001). other sports were practiced with the same frequency by weightlifters and students. weightlifters expended more time than students exercising to improve their appearance (p < 0.005). forty two percent of weightlifters with muscle dysmorphia displayed abuse of anabolics and 67% used other substances to improve their performance (p < 0.005). conclusions: the presence of muscle dysmorphia among weightlifters was confirmed. they were dissatisfied with their body image and more concerned with their physical appearance than those without muscle dysmorphia and/or students. their anabolic abuse rate was high. our findings were similar to those reported in the international literature.
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